Lipschitz Stability for Stochastic Programs with Complete Recourse

No abstract is available for this paper.

• Publication year

  1996

• Venue

  SIAM Journal on Optimization

• Publication date

  1996-05-01

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.1137/0806028
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Error bounds for solutions of linear equations and inequalities

  1995cited by this paper
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

  1995cited by this paper
• Probability Metrics and the Stability of Stochastic Models

  1995cited by this paper
• Strong convexity in stochastic programs with complete recourse

  1994cited by this paper
• Quantitative stability in stochastic programming

  1994influential reference
• Stability of Solutions for Stochastic Programs with Complete Recourse

  1993influential reference
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

  1993cited by this paper
• Stability and sensitivity-analysis for stochastic programming

  1991cited by this paper
• Stability analysis for stochastic programs

  1991influential reference
• Constrained Estimation: Consistency and Asymptotics

  1991cited by this paper
• Epi‐consistency of convex stochastic programs

  1991cited by this paper
• Normalized convergence in stochastic optimization

  1991cited by this paper
• Asymptotic analysis of stochastic programs

  1991cited by this paper
• On differential stability in stochastic programming

  1990cited by this paper
• Handbooks in operations research and management science

  1989cited by this paper
• Asymptotic Properties of Statistical Estimators in Stochastic Programming

  1989cited by this paper
• ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATORS AND OF OPTIMAL SOLUTIONS OF STOCHASTIC OPTIMIZATION PROBLEMS

  1988cited by this paper
• Stability results for stochastic programming problems

  1988cited by this paper
• On approximations and stability in stochastic programming

  1987cited by this paper
• Stability in two-stage stochastic programming

  1987cited by this paper
• Generalized equations: Solvability and regularity

  1984influential reference
• Optimization And Nonsmooth Analysis

  1983cited by this paper
• Non-Linear Parametric Optimization

  1983cited by this paper
• Approximation Theorems of Mathematical Statistics

  1980cited by this paper
• Integral functionals, normal integrands and measurable selections

  1976cited by this paper
• Das Gesetz vom iterierten Logarithmus für empirische Verteilungsfunktionen im ℝk

  1974cited by this paper
• Theorie der linearen parametrischen Optimierung

  1974cited by this paper
• Stochastic linear programming

  1962cited by this paper
• On large deviations of the empiric D. F. of vector chance variables and a law of the iterated logarithm.

  1961cited by this paper
• On the deviations of the empiric distribution function of vector chance variables

  1958cited by this paper
• STOCHASTIC PROGRAMS WITH FIXED RECOURSE : THE EQUIVALENT DETERMINISTIC PROGRAM

  year unknowncited by this paper

• Lipschitz stability for a class of parametric optimization problems with polyhedral feasible set mapping

  2025influential citation
• Improving constants of strong convexity in linear stochastic programming

  2021cites this paper
• Quantitative stability of full random two-stage problems with quadratic recourse

  2019influential citation
• Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse

  2019cites this paper
• Strong convexity in risk-averse stochastic programs with complete recourse

  2018cites this paper
• Quantitative Stability of Two-stage Stochastic Linear Programs with Full Random Recourse

  2018cites this paper
• Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse

  2018cites this paper
• Strong Convexity in Stochastic Programs with Deviation Risk Measures

  2018cites this paper
• SUPPLEMENTARY MATERIALS: STABILITY AND CONTINUITY IN ROBUST OPTIMIZATION∗

  2017cites this paper
• Stability and Continuity in Robust Optimization

  2017cites this paper
• Continuity and stability of two-stage stochastic programs with quadratic continuous recourse

  2015cites this paper
• Stability and Continuity in Robust Linear and Linear Semi-Infinite Optimization

  2015cites this paper
• Quantitative stability of full random two-stage stochastic programs with recourse

  2015cites this paper
• Quantitative stability of full random two-stage stochastic programs with recourse

  2014cites this paper
• Optimization models for resource allocation under perturbation.

  2013cites this paper
• Stochastic Nash equilibrium problems: sample average approximation and applications

  2013cites this paper
• Stochastic Nash equilibrium problems: sample average approximation and applications

  2013cites this paper
• Łojasiewicz inequality and exponential convergence of the full‐range model of CNNs

  2012cites this paper
• Notes on asymptotic properties of approximated stochastic programs

  2012cites this paper
• Stochastic Multiobjective Optimization: Sample Average Approximation and Applications

  2011cites this paper
• A Gradient-Descent Method for Curve Fitting on Riemannian Manifolds

  2011cites this paper
• Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

  2011influential citation
• Distributional sensitivity for uncertainty quantification

  2011cites this paper
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming

  2010cites this paper
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications

  2009cites this paper
• STABILITY OF ε-APPROXIMATE SOLUTIONS TO CONVEX STOCHASTIC PROGRAMS∗

  2007cites this paper
• Stability of epsilon-approximate Solutions to Convex Stochastic Programs

  2007cites this paper
• On the stable equilibrium points of gradient systems

  2006cites this paper
• DIFERENCOVATELNOST A SMĚROVÁ DIFERENCOVATELNOST FUNKCE

  2005cites this paper
• On continuous convergence and epi-convergence of random functions. Part I: Theory and relations

  2003cites this paper
• Stability of Stochastic Programming Problems

  2003cites this paper
• Classical and Non-Classical Stochastic Recourse Programs with Applications in Telecommunications

  2003influential citation
• Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

  2002influential citation
• Lipschitz selections and stability for quasiconvex programs

  2002cites this paper
• Output analysis for approximated stochastic programs

  2001cites this paper
• Differential Stability of Two-Stage Stochastic Programs

  2000influential citation
• On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs

  2000cites this paper
• Some Aspects of Stability in Stochastic Programming

  2000influential citation
• Some advances in decomposition methodsfor stochastic linear programming

  1999cites this paper
• Random approximations in multiobjective programming - with an application to portfolio optimization with shortfall constraints

  1999cites this paper
• Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming

  1999cites this paper
• Metric regularity and quantitative stability in stochastic programs with probabilistic constraints

  1999cites this paper
• Qantitative stability for scenario-based stochastic programs

  1998cites this paper
• A Note on Preprocessing via Fourier-Motzkin Elimination in Two-Stage Stochastic Programming

  1998influential citation
• Decomposition methods in stochastic programming

  1997cites this paper
• On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions

  1996cites this paper
• Stochastic Programming: Approximation via Scenarios

  1996cites this paper
• Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming

  1995influential citation
• A simple recourse model for power dispatch under uncertain demand

  1995influential citation
• A Simple Recourse Model for Power Dispatchunder Uncertain

  1995cites this paper
• Strong Convexity in Stochastic Programs with CompleteRecourse II : Partially Random Right-Hand Side

  1995cites this paper
• Some applications of mathematical programming techniques in optimal power dispatch

  1992cites this paper